To make side sleeping more comfortable, you might want to swap two pillows for one pillow that helps keep your head and neck in line with your spine while on your side. As you retrain your body to sleep on your side, you might want to place a pillow behind your back so you don't roll over during the night. You might also find it more comfortable to place a pillow between your legs. There are also devices you can wear at night to help you stay on your side when you sleep.
Your physician may recommend a continuous positive airway pressure (CPAP) machine for your OSA. That can help keep the airways open while you sleep so you don't experience breathing interruptions that wake you. Look for a mask that allows you to have freedom of movement, and one that will work well while sleeping on your side.
Changing your sleep position may take some time, but the solid sleep you'll be getting and improved health will make it worth it!